Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49084.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41462.58 Kr¶

PnL: ---------------------------------------> -32.7 Kr¶

DD now: ---------------------------------> -7.598 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:51:05.522190'

Anic Portfolio¶

Today¶

Return: -0.444 %¶

This Week¶

Return: -0.444 %¶

Total portfolio value¶

Return including deposits: 60.689 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1666.260000 198.720000 13.540000 1467.540000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Orrön Energy 180 0.180000 2043.900000 6.300000 0.310000 2037.600000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Byggmax Group 33 0.410000 958.320000 3.960000 0.410000 954.360000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Atrium Ljungberg B 5 0.210000 935.000000 2.000000 0.210000 933.000000
EQT 4 0.140000 830.800000 1.200000 0.140000 829.600000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Sagax B 4 0.000000 852.000000 0.000000 0.000000 852.000000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Hexatronic Group 12 -0.220000 962.400000 -2.160000 -0.220000 964.560000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Clas Ohlson B 12 -0.310000 967.800000 -3.000000 -0.310000 970.800000
Bilia A 8 -0.620000 893.600000 -4.000000 -0.450000 897.600000
Catena 2 -0.510000 785.600000 -4.000000 -0.510000 789.600000
BHG Group 97 -0.400000 1450.150000 -4.850000 -0.330000 1455.000000
OX2 13 -0.820000 939.900000 -7.800000 -0.820000 947.700000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
Nordic Waterproofing Holding 7 -1.160000 953.400000 -11.200000 -1.160000 964.600000
INVISIO 16 -0.430000 3664.000000 -16.000000 -0.430000 3680.000000
Bufab 3 -1.680000 1087.800000 -18.600000 -1.680000 1106.400000
Latour B 4 -2.620000 832.800000 -22.400000 -2.620000 855.200000
Indutrade 5 -1.850000 1192.000000 -22.500000 -1.850000 1214.500000
Hexagon B 26 -0.680000 3428.100000 -23.400000 -0.680000 3451.500000
Addnode Group B 11 -3.530000 886.050000 -32.450000 -3.530000 918.500000
VEF 909 -2.940000 1798.000000 -47.270000 -2.560000 1845.270000
Vitec Software Group B 2 -4.800000 1032.000000 -52.000000 -4.800000 1084.000000
TOTAL 41462.580000 -32.700000 -7.59816% 41495.280000

Updated:¶

'2023-07-03 09:51:22.643057'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶